| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
04.08.26
11:01:59 |
|
0.430
|
0.440
|
CHF |
| Volume |
175,000
|
175,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.460 | ||||
| Diff. absolute / % | -0.03 | -6.52% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1463125166 |
| Valor | 146312516 |
| Symbol | SLHCGZ |
| Strike | 960.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/08/2025 |
| Date of maturity | 29/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.23% |
| Leverage | 7.72 |
| Delta | 0.34 |
| Gamma | 0.01 |
| Vega | 2.06 |
| Distance to Strike | 7.00 |
| Distance to Strike in % | 0.73% |
| Average Spread | 2.21% |
| Last Best Bid Price | 0.45 CHF |
| Last Best Ask Price | 0.46 CHF |
| Last Best Bid Volume | 175,000 |
| Last Best Ask Volume | 175,000 |
| Average Buy Volume | 175,000 |
| Average Sell Volume | 175,000 |
| Average Buy Value | 78,307 CHF |
| Average Sell Value | 80,057 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |